+386.4%
CIEN vs WAB
+224.0%
+162.4%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.2% | +8.6% | +8.6% |
| 7D | +8.7% | +3.1% | +5.6% | +6.9% |
| 30D | -26.9% | +6.4% | -33.3% | -29.7% |
| 3M | -23.6% | +2.2% | -25.8% | -24.2% |
| 6M | -49.1% | +13.7% | -62.8% | -53.8% |
| YTD | +26.6% | +43.0% | -16.4% | -2.7% |
| 1Y | +42.7% | +47.0% | -4.2% | +7.8% |
| 3Y | +570.8% | +174.4% | +396.5% | +233.4% |
| 5Y | +386.4% | +222.2% | +164.3% | +116.2% |
| All | +386.4% | +224.0% | +162.4% | +116.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded WAB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling